+16.9%
KMB vs CMS
+117.1%
-100.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | -5.5% | -3.6% | -1.9% | -3.7% |
| 3M | +14.0% | -1.9% | +15.9% | +15.2% |
| 6M | +4.1% | -11.0% | +15.1% | +10.3% |
| YTD | +8.0% | +0.2% | +7.8% | +7.7% |
| 1Y | -13.7% | -1.3% | -12.4% | -13.3% |
| 3Y | -5.9% | +35.9% | -41.9% | -20.3% |
| 5Y | -8.6% | +23.1% | -31.7% | -19.8% |
| All | +16.9% | +117.1% | -100.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling